Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 301 CHF | 34 551 CHF | 99,33% | 99,33% |
19/11/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 358 CHF | 35 608 CHF | 99,23% | 99,23% |
18/11/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 991 CHF | 35 241 CHF | 99,31% | 99,31% |
15/11/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 816 CHF | 36 066 CHF | 99,39% | 99,39% |
14/11/2024 | 0,67% | 1,48 CHF | 1,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 36 933 CHF | 37 183 CHF | 99,39% | 99,39% |
13/11/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 37 367 CHF | 37 617 CHF | 99,39% | 99,39% |
12/11/2024 | 0,59% | 1,62 CHF | 1,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 925 CHF | 42 175 CHF | 99,08% | 99,08% |
11/11/2024 | 0,53% | 1,87 CHF | 1,88 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 46 646 CHF | 46 896 CHF | 99,29% | 99,29% |
08/11/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 118 CHF | 43 368 CHF | 99,39% | 99,39% |
07/11/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 247 CHF | 43 497 CHF | 99,26% | 99,26% |